Cookies are basically a text file stored on your computer. The data they contain is sent to webservers that the cookie says it should be sent to. The way browsers and cookies work, only the cookies for a certain website will be sent to that website. If someone used some sort of cookie stealer to steal cookies, those cookies would be for the domain in question. So, in short, just visiting a page, unless the browser itself is vulnerable (like Internet Explorer), will not reveal cookie data and browsing history. For a site where your cookies were stolen, yes, changing the password for the account will usually prevent the cookies from being used to acess your account.

It's not your resonsibility to protect yourself from cookie stealers as long as you use up-to-date browsers, such as Firefox. If your cookies are stolen, it's because the site or server itself is insecure.

say someone (an admin) from one forum claims to be able to tell who is logged in when on another forum ,completly unrealted to her server and not the dame type of bb, and completely private forum that she has no acccess to, and claims to have ip logs proving you were logged into both sites at the same time, and has tracked your movement between both sites. is that possible somehow? how would i stop her from doing the same thing again?

Well, the only way they would be able to do that is if you were infected with some sort of malware, which might be possible, though unlikely. The other possibility is that this person has some sort of access to the server though subversive means. And, it's (almost) always possible to tell where you were right before coming to another site by way of the "referer" header, which has many legitimate and useful purposes.

Though, from what I can gather, it sounds like this person is just trying to scare you, in some sort of attempt to extort you or otherwise gain something. Considering your reaction, it seems to be working. You might try stepping back and thinking about the possibility of being socially engineered.

I don't know whether or not you could tell the refering site if it was opened in a new tab, though I doubt it. You might try disabling the referer information sent to that site, which you can learn how to do in your browser documentation.